BeatTheMarket

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

BeatTheMarket

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AMAT Applied Materials, Inc.	Technology	6.67%
AMZN Amazon.com, Inc.	Consumer Cyclical	6.67%
ASML ASML Holding N.V.	Technology	6.67%
AVGO Broadcom Inc.	Technology	6.67%
COST Costco Wholesale Corporation	Consumer Defensive	6.67%
GOOG Alphabet Inc	Communication Services	6.67%
LLY Eli Lilly and Company	Healthcare	6.67%
LRCX Lam Research Corporation	Technology	6.67%
META Meta Platforms, Inc.	Communication Services	6.67%
MSFT Microsoft Corporation	Technology	6.67%
NFLX Netflix, Inc.	Communication Services	6.67%
NVDA NVIDIA Corporation	Technology	6.67%
QCOM QUALCOMM Incorporated	Technology	6.67%
SAP SAP SE	Technology	6.67%
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	6.67%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Jun 2, 2025, the BeatTheMarket returned 6.59% Year-To-Date and 30.86% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.92%	4.38%	-1.84%	12.48%	13.71%	10.99%
BeatTheMarket	7.88%	7.42%	9.01%	18.74%	31.84%	31.09%
Portfolio components:
MSFT Microsoft Corporation	10.02%	6.33%	7.60%	12.14%	21.07%	27.72%
NVDA NVIDIA Corporation	2.31%	19.98%	-0.89%	25.34%	73.50%	74.04%
GOOG Alphabet Inc	-10.44%	2.75%	-1.28%	-1.60%	18.97%	20.43%
AMZN Amazon.com, Inc.	-5.81%	8.77%	-1.93%	17.12%	10.77%	25.48%
META Meta Platforms, Inc.	14.69%	12.37%	13.36%	44.24%	23.97%	23.43%
TSM Taiwan Semiconductor Manufacturing Company Limited	-0.96%	8.68%	0.93%	30.79%	32.10%	27.19%
LLY Eli Lilly and Company	-2.86%	-9.10%	-6.23%	-8.30%	39.02%	27.61%
AVGO Broadcom Inc.	7.60%	22.13%	50.22%	89.49%	55.62%	36.45%
NFLX Netflix, Inc.	36.76%	5.40%	35.78%	89.98%	23.64%	29.70%
SAP SAP SE	24.82%	1.86%	27.21%	68.45%	19.90%	17.07%
QCOM QUALCOMM Incorporated	-4.04%	4.88%	-9.10%	-27.00%	14.03%	11.05%
ASML ASML Holding N.V.	8.25%	8.14%	5.45%	-21.55%	17.66%	22.38%
COST Costco Wholesale Corporation	15.62%	4.82%	8.66%	31.17%	30.21%	24.67%
AMAT Applied Materials, Inc.	-2.80%	1.69%	-13.74%	-26.19%	23.26%	24.33%
LRCX Lam Research Corporation	14.54%	10.68%	5.70%	-10.57%	24.98%	27.61%

*Annualized

Monthly Returns

The table below presents the monthly returns of BeatTheMarket, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2025	6.65%	-4.31%	-8.22%	4.05%	9.37%	1.21%							7.88%
2024	8.37%	12.70%	3.89%	-3.97%	9.50%	9.13%	-5.88%	1.80%	1.18%	-1.80%	2.40%	3.46%	46.85%
2023	16.11%	-1.37%	10.91%	0.63%	13.42%	6.09%	4.10%	-0.12%	-6.38%	0.30%	12.80%	6.82%	80.93%
2022	-11.23%	-4.81%	2.67%	-15.56%	1.52%	-11.07%	12.95%	-7.66%	-10.34%	4.06%	14.72%	-8.29%	-32.30%
2021	3.63%	3.21%	1.78%	5.63%	1.77%	6.14%	2.38%	4.62%	-6.27%	7.97%	5.76%	2.97%	46.59%
2020	1.00%	-3.01%	-6.78%	13.04%	5.84%	8.43%	9.24%	6.82%	-2.89%	-3.10%	14.28%	5.47%	56.78%
2019	10.06%	2.91%	5.85%	9.84%	-11.05%	9.11%	2.04%	-0.54%	1.73%	7.42%	4.29%	4.92%	55.12%
2018	11.04%	-1.08%	-2.65%	-0.80%	6.88%	-0.13%	4.21%	3.25%	-0.57%	-11.28%	0.75%	-6.70%	1.01%
2017	5.65%	3.02%	4.13%	2.68%	7.81%	-3.65%	6.46%	1.20%	3.91%	7.12%	1.70%	-1.17%	45.73%
2016	-5.46%	-0.24%	8.56%	-3.29%	8.55%	-0.98%	9.31%	2.71%	3.14%	0.86%	0.60%	3.70%	29.72%
2015	-0.21%	8.51%	-3.70%	4.09%	4.22%	-2.74%	4.37%	-3.62%	-1.38%	11.39%	3.63%	1.08%	27.34%
2014				-3.04%	5.57%	3.77%	-1.21%	5.99%	-0.38%	0.29%	3.69%	-0.82%	14.28%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

BeatTheMarket has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of BeatTheMarket is 23, meaning it’s performing worse than 77% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSFT Microsoft Corporation	0.48	0.66	1.09	0.36	0.79
NVDA NVIDIA Corporation	0.43	0.86	1.11	0.53	1.30
GOOG Alphabet Inc	-0.05	0.06	1.01	-0.12	-0.25
AMZN Amazon.com, Inc.	0.50	0.79	1.10	0.44	1.12
META Meta Platforms, Inc.	1.20	1.74	1.23	1.23	3.70
TSM Taiwan Semiconductor Manufacturing Company Limited	0.67	1.11	1.14	0.76	1.99
LLY Eli Lilly and Company	-0.22	-0.01	1.00	-0.29	-0.53
AVGO Broadcom Inc.	1.43	2.03	1.27	1.97	5.43
NFLX Netflix, Inc.	2.80	3.42	1.46	4.50	14.74
SAP SAP SE	2.41	2.91	1.37	3.21	13.47
QCOM QUALCOMM Incorporated	-0.63	-0.73	0.90	-0.64	-1.04
ASML ASML Holding N.V.	-0.45	-0.34	0.95	-0.47	-0.71
COST Costco Wholesale Corporation	1.42	1.97	1.26	1.83	5.25
AMAT Applied Materials, Inc.	-0.54	-0.57	0.93	-0.55	-0.93
LRCX Lam Research Corporation	-0.20	0.01	1.00	-0.27	-0.43

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

BeatTheMarket Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 0.61
5-Year: 1.15
10-Year: 1.21
All Time: 1.22

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.13, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of BeatTheMarket compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

BeatTheMarket provided a 0.70% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.70%	0.73%	0.94%	1.17%	0.75%	1.10%	1.30%	1.59%	1.39%	1.26%	1.55%	1.31%
Portfolio components:
MSFT Microsoft Corporation	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
GOOG Alphabet Inc	0.47%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMZN Amazon.com, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.30%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TSM Taiwan Semiconductor Manufacturing Company Limited	1.27%	1.18%	1.78%	2.48%	1.56%	1.58%	3.49%	3.55%	2.32%	2.61%	2.54%	1.79%
LLY Eli Lilly and Company	0.75%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.95%	2.46%	2.77%	2.37%	2.84%
AVGO Broadcom Inc.	0.90%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
NFLX Netflix, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SAP SAP SE	0.83%	0.97%	1.41%	2.58%	1.56%	1.31%	1.27%	1.73%	1.18%	1.52%	1.50%	3.39%
QCOM QUALCOMM Incorporated	1.74%	2.18%	2.18%	2.67%	1.47%	1.69%	2.81%	4.27%	3.50%	3.17%	3.72%	2.17%
ASML ASML Holding N.V.	0.91%	0.97%	0.85%	1.27%	0.50%	0.59%	1.20%	1.10%	0.75%	1.02%	0.91%	0.78%
COST Costco Wholesale Corporation	0.45%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
AMAT Applied Materials, Inc.	1.06%	0.93%	0.75%	1.05%	0.60%	1.01%	1.36%	2.14%	0.78%	1.24%	2.14%	1.61%
LRCX Lam Research Corporation	1.08%	1.19%	0.95%	1.53%	0.78%	1.04%	1.54%	2.79%	1.01%	1.28%	1.36%	0.68%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the BeatTheMarket. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the BeatTheMarket was 41.93%, occurring on Oct 14, 2022. Recovery took 164 trading sessions.

The current BeatTheMarket drawdown is 3.13%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-41.93%	Dec 28, 2021	202	Oct 14, 2022	164	Jun 12, 2023	366
-27.9%	Feb 20, 2020	18	Mar 16, 2020	55	Jun 3, 2020	73
-23.82%	Feb 14, 2025	37	Apr 8, 2025	—	—	—
-23.4%	Aug 30, 2018	80	Dec 24, 2018	59	Mar 21, 2019	139
-18.78%	Jul 11, 2024	18	Aug 5, 2024	106	Jan 6, 2025	124

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 15.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	LLY	COST	NFLX	SAP	META	TSM	AMZN	QCOM	GOOG	AVGO	NVDA	MSFT	LRCX	AMAT	ASML	Portfolio
^GSPC	1.00	0.41	0.56	0.51	0.62	0.61	0.59	0.64	0.66	0.70	0.66	0.63	0.75	0.66	0.66	0.67	0.84
LLY	0.41	1.00	0.31	0.22	0.30	0.27	0.19	0.25	0.23	0.28	0.25	0.23	0.33	0.22	0.23	0.25	0.38
COST	0.56	0.31	1.00	0.32	0.36	0.35	0.32	0.41	0.37	0.41	0.36	0.36	0.47	0.36	0.36	0.36	0.51
NFLX	0.51	0.22	0.32	1.00	0.37	0.51	0.37	0.54	0.39	0.48	0.40	0.46	0.49	0.39	0.40	0.42	0.62
SAP	0.62	0.30	0.36	0.37	1.00	0.45	0.45	0.47	0.46	0.48	0.45	0.45	0.54	0.46	0.47	0.59	0.63
META	0.61	0.27	0.35	0.51	0.45	1.00	0.42	0.61	0.44	0.65	0.48	0.51	0.58	0.47	0.45	0.47	0.68
TSM	0.59	0.19	0.32	0.37	0.45	0.42	1.00	0.44	0.59	0.46	0.59	0.60	0.49	0.64	0.63	0.64	0.73
AMZN	0.64	0.25	0.41	0.54	0.47	0.61	0.44	1.00	0.47	0.67	0.48	0.54	0.65	0.47	0.46	0.49	0.71
QCOM	0.66	0.23	0.37	0.39	0.46	0.44	0.59	0.47	1.00	0.49	0.61	0.58	0.54	0.63	0.65	0.61	0.74
GOOG	0.70	0.28	0.41	0.48	0.48	0.65	0.46	0.67	0.49	1.00	0.48	0.52	0.68	0.50	0.49	0.51	0.72
AVGO	0.66	0.25	0.36	0.40	0.45	0.48	0.59	0.48	0.61	0.48	1.00	0.61	0.54	0.66	0.66	0.63	0.77
NVDA	0.63	0.23	0.36	0.46	0.45	0.51	0.60	0.54	0.58	0.52	0.61	1.00	0.59	0.63	0.64	0.62	0.79
MSFT	0.75	0.33	0.47	0.49	0.54	0.58	0.49	0.65	0.54	0.68	0.54	0.59	1.00	0.55	0.54	0.57	0.76
LRCX	0.66	0.22	0.36	0.39	0.46	0.47	0.64	0.47	0.63	0.50	0.66	0.63	0.55	1.00	0.87	0.74	0.80
AMAT	0.66	0.23	0.36	0.40	0.47	0.45	0.63	0.46	0.65	0.49	0.66	0.64	0.54	0.87	1.00	0.74	0.81
ASML	0.67	0.25	0.36	0.42	0.59	0.47	0.64	0.49	0.61	0.51	0.63	0.62	0.57	0.74	0.74	1.00	0.80
Portfolio	0.84	0.38	0.51	0.62	0.63	0.68	0.73	0.71	0.74	0.72	0.77	0.79	0.76	0.80	0.81	0.80	1.00

The correlation results are calculated based on daily price changes starting from Apr 4, 2014

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

BeatTheMarket

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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